+1,224.9%
OMC vs KMX
+450.6%
+774.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.0% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | -4.8% | +4.1% | -8.9% | -5.6% |
| 3M | +9.2% | +27.5% | -18.3% | +3.6% |
| 6M | -2.5% | +43.6% | -46.1% | -10.1% |
| YTD | +2.6% | +56.8% | -54.2% | -7.5% |
| 1Y | +5.9% | -1.3% | +7.3% | +2.9% |
| 3Y | +14.2% | -25.4% | +39.6% | +15.1% |
| 5Y | +33.2% | -53.9% | +87.1% | +42.7% |
| 10Y | +33.4% | +0.7% | +32.7% | +20.6% |
| All | +1,224.9% | +450.6% | +774.3% | +747.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling